Information Theoretic Approach to Actuarial Science : a Unification and Extension of Relevant Theory and Applications

@inproceedings{BROCKETr2000InformationTA,
  title={Information Theoretic Approach to Actuarial Science : a Unification and Extension of Relevant Theory and Applications},
  author={PATRICK L. BROCKETr},
  year={2000}
}
  • PATRICK L. BROCKETr
  • Published 2000
• How to choose between competing models for a stochastic phenomenon under investigation. • How to use a standard distribution (mortality, loss, duration, and so on) and client data to obtain an appropriate distribution that is tailored to characteristics of the client. • How to adjust mortality tables in a statistically valid manner to obtain exactly certain known or assumed individual characteristics, while simultaneously developing a table that is as close as possible to a given standard… CONTINUE READING

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